Beveridge Curve Shifts and Time-Varying Parameter VARs
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- Fabio Canova & Filippo Ferroni & Christian Matthes, 2015.
"Approximating Time Varying Structural Models With Time Invariant Structures,"
Working Paper
15-10, Federal Reserve Bank of Richmond, revised 23 Oct 2015.
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- Thomas A. Lubik & Christian Matthes, 2015. "Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application," Economic Quarterly, Federal Reserve Bank of Richmond, issue 4Q, pages 323-352.
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Cited by:
- Thomas A. Lubik & Christian Matthes, 2019. "How Likely Is the Zero Lower Bound?," Economic Quarterly, Federal Reserve Bank of Richmond, issue 1Q, pages 41-54.
- Reusens Peter & Croux Christophe, 2017. "Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(4), pages 1-18, September.
- Pooyan Amir-Ahmadi & Christian Matthes & Mu-Chun Wang, 2016. "Choosing Prior Hyperparameters," Working Paper 16-9, Federal Reserve Bank of Richmond, revised 23 Aug 2016.
- Thomas A. Lubik & Christian Matthes, 2015. "Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application," Economic Quarterly, Federal Reserve Bank of Richmond, issue 4Q, pages 323-352.
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Keywords
labor market; TVP-VAR; Beveridge curve; time-varying parameter vector-autoregressions;Statistics
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